CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0983 |
1.0941 |
-0.0042 |
-0.4% |
1.1124 |
| High |
1.0990 |
1.1023 |
0.0033 |
0.3% |
1.1133 |
| Low |
1.0904 |
1.0918 |
0.0014 |
0.1% |
1.0935 |
| Close |
1.0947 |
1.0993 |
0.0046 |
0.4% |
1.1016 |
| Range |
0.0087 |
0.0106 |
0.0019 |
22.0% |
0.0198 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
3.2% |
0.0000 |
| Volume |
22,708 |
24,081 |
1,373 |
6.0% |
124,353 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1294 |
1.1249 |
1.1051 |
|
| R3 |
1.1189 |
1.1143 |
1.1022 |
|
| R2 |
1.1083 |
1.1083 |
1.1012 |
|
| R1 |
1.1038 |
1.1038 |
1.1002 |
1.1061 |
| PP |
1.0978 |
1.0978 |
1.0978 |
1.0989 |
| S1 |
1.0932 |
1.0932 |
1.0983 |
1.0955 |
| S2 |
1.0872 |
1.0872 |
1.0973 |
|
| S3 |
1.0767 |
1.0827 |
1.0963 |
|
| S4 |
1.0661 |
1.0721 |
1.0934 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1622 |
1.1517 |
1.1125 |
|
| R3 |
1.1424 |
1.1319 |
1.1070 |
|
| R2 |
1.1226 |
1.1226 |
1.1052 |
|
| R1 |
1.1121 |
1.1121 |
1.1034 |
1.1074 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1004 |
| S1 |
1.0923 |
1.0923 |
1.0998 |
1.0876 |
| S2 |
1.0830 |
1.0830 |
1.0980 |
|
| S3 |
1.0632 |
1.0725 |
1.0962 |
|
| S4 |
1.0434 |
1.0527 |
1.0907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1092 |
1.0904 |
0.0188 |
1.7% |
0.0093 |
0.8% |
47% |
False |
False |
26,205 |
| 10 |
1.1231 |
1.0904 |
0.0327 |
3.0% |
0.0084 |
0.8% |
27% |
False |
False |
26,112 |
| 20 |
1.1360 |
1.0904 |
0.0457 |
4.2% |
0.0067 |
0.6% |
19% |
False |
False |
21,027 |
| 40 |
1.1660 |
1.0904 |
0.0757 |
6.9% |
0.0066 |
0.6% |
12% |
False |
False |
10,565 |
| 60 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0069 |
0.6% |
9% |
False |
False |
7,080 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0067 |
0.6% |
9% |
False |
False |
5,324 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0060 |
0.5% |
9% |
False |
False |
4,259 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0055 |
0.5% |
9% |
False |
False |
3,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1471 |
|
2.618 |
1.1299 |
|
1.618 |
1.1194 |
|
1.000 |
1.1129 |
|
0.618 |
1.1088 |
|
HIGH |
1.1023 |
|
0.618 |
1.0983 |
|
0.500 |
1.0970 |
|
0.382 |
1.0958 |
|
LOW |
1.0918 |
|
0.618 |
1.0852 |
|
1.000 |
1.0812 |
|
1.618 |
1.0747 |
|
2.618 |
1.0641 |
|
4.250 |
1.0469 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0985 |
1.0990 |
| PP |
1.0978 |
1.0988 |
| S1 |
1.0970 |
1.0985 |
|